Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.camwa.2017.06.005 / rank
 
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Latest revision as of 10:08, 16 July 2024

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Numerically pricing double barrier options in a time-fractional Black-Scholes model
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    Numerically pricing double barrier options in a time-fractional Black-Scholes model (English)
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    23 August 2018
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    fractional differential equation
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    numerical scheme
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    double barrier option
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    Black-Scholes
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    convergence
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    stability
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